Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:43, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise |
scientific article |
Statements
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (English)
0 references
23 June 2017
0 references
stochastic differential equations
0 references
stochastic Runge-Kutta methods
0 references
symplectic integrators
0 references
mean-square convergence
0 references
Hamiltonian system
0 references
